ECBOT 5 Year T-Note Future December 2020


Trading Metrics calculated at close of trading on 27-Nov-2020
Day Change Summary
Previous Current
25-Nov-2020 27-Nov-2020 Change Change % Previous Week
Open 125-172 125-178 0-005 0.0% 125-198
High 125-205 125-215 0-010 0.0% 125-215
Low 125-162 125-178 0-015 0.0% 125-162
Close 125-182 125-215 0-032 0.1% 125-215
Range 0-042 0-038 -0-005 -11.8% 0-052
ATR 0-052 0-051 -0-001 -2.0% 0-000
Volume 1,297,995 314,013 -983,982 -75.8% 6,213,822
Daily Pivots for day following 27-Nov-2020
Classic Woodie Camarilla DeMark
R4 125-315 125-302 125-236
R3 125-278 125-265 125-225
R2 125-240 125-240 125-222
R1 125-228 125-228 125-218 125-234
PP 125-202 125-202 125-202 125-206
S1 125-190 125-190 125-212 125-196
S2 125-165 125-165 125-208
S3 125-128 125-152 125-205
S4 125-090 125-115 125-194
Weekly Pivots for week ending 27-Nov-2020
Classic Woodie Camarilla DeMark
R4 126-035 126-018 125-244
R3 125-302 125-285 125-229
R2 125-250 125-250 125-225
R1 125-232 125-232 125-220 125-241
PP 125-198 125-198 125-198 125-202
S1 125-180 125-180 125-210 125-189
S2 125-145 125-145 125-205
S3 125-092 125-128 125-201
S4 125-040 125-075 125-186
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 125-215 125-162 0-052 0.1% 0-033 0.1% 100% True False 1,434,054
10 125-215 125-125 0-090 0.2% 0-038 0.1% 100% True False 1,085,162
20 125-295 125-048 0-248 0.6% 0-060 0.1% 68% False False 991,233
40 126-035 125-048 0-308 0.8% 0-053 0.1% 54% False False 789,334
60 126-065 125-048 1-018 0.8% 0-050 0.1% 50% False False 706,858
80 126-118 125-048 1-070 1.0% 0-051 0.1% 43% False False 652,063
100 126-125 125-048 1-078 1.0% 0-049 0.1% 42% False False 522,019
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0-009
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 126-054
2.618 125-313
1.618 125-276
1.000 125-252
0.618 125-238
HIGH 125-215
0.618 125-201
0.500 125-196
0.382 125-192
LOW 125-178
0.618 125-154
1.000 125-140
1.618 125-117
2.618 125-079
4.250 125-018
Fisher Pivots for day following 27-Nov-2020
Pivot 1 day 3 day
R1 125-209 125-206
PP 125-202 125-198
S1 125-196 125-189

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These figures are updated between 7pm and 10pm EST after a trading day.

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